Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 12.966086 14.817339 16.824121 19.159181 21.799636 24.690937 28.095007
2024-10-27 9.621341 11.959952 14.698923 18.136409 22.327896 27.265120 33.514341
2024-11-03 8.448799 11.076685 14.308226 18.560757 23.995132 30.691757 39.553494
2024-11-10 7.547840 10.371584 13.996181 18.968188 25.587249 34.069286 45.733556
2024-11-17 6.638621 9.507179 13.330509 18.768941 26.271227 36.216703 50.355038
2024-11-24 5.843366 8.692449 12.623174 18.402929 26.638650 37.897499 54.390635
2024-12-01 5.302223 8.166011 12.243242 18.421780 27.487760 40.230392 59.408051
2024-12-08 4.922801 7.829110 12.088786 18.725360 28.729117 43.151448 65.398662
2024-12-15 4.550095 7.460497 11.845193 18.858050 29.700613 45.709772 70.982078
2024-12-22 4.153113 7.012974 11.437236 18.693856 30.189258 47.553705 75.575958
2024-12-29 3.879638 6.734668 11.262480 18.865828 31.186396 50.195957 81.506404
2025-01-05 3.724708 6.634723 11.357813 19.464682 32.880187 53.989310 89.420723
2025-01-12 3.419160 6.260169 10.986160 19.288673 33.336969 55.904527 94.545266
2025-01-19 2.987784 5.628834 10.135786 18.246139 32.287963 55.331439 95.602141
2025-01-26 2.854618 5.513507 10.152803 18.677366 33.732676 58.898900 103.661756
2025-02-02 2.728509 5.398877 10.159609 19.085730 35.155690 62.499152 111.966468
2025-02-09 2.522253 5.115481 9.841283 18.885798 35.489223 64.253067 117.190166
2025-02-16 2.311978 4.805200 9.448556 18.517465 35.488456 65.413852 121.424169
2025-02-23 2.172131 4.620026 9.273242 18.536480 36.186265 67.828462 127.991977
2025-03-02 2.079235 4.520414 9.251709 18.841835 37.427751 71.272174 136.582924
2025-03-09 1.972680 4.383342 9.146408 18.975314 38.347412 74.171767 144.321217
2025-03-16 1.841138 4.182376 8.899241 18.810149 38.677765 75.992373 150.139623
2025-03-23 1.755733 4.072164 8.825299 18.983136 39.671703 79.095609 158.514876